+424.9%
AXP vs EFV
+161.2%
+263.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | -1.0% | -1.9% | -1.7% |
| 30D | +3.7% | +3.1% | +0.6% | -0.2% |
| 3M | -4.9% | -1.2% | -3.7% | -3.6% |
| 6M | +4.1% | +5.6% | -1.6% | -3.2% |
| YTD | -11.7% | +15.8% | -27.5% | -27.4% |
| 1Y | -11.7% | +20.0% | -31.7% | -30.6% |
| 3Y | +116.5% | +91.0% | +25.5% | -7.3% |
| 5Y | +89.5% | +93.7% | -4.2% | -19.8% |
| 10Y | +424.9% | +160.9% | +264.0% | +60.1% |
| All | +424.9% | +161.2% | +263.7% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling